A remark on the mean square distance between the solutions of fractional SDEs and Brownian SDEs
Work
Year: 2011
Type: article
Source: Stochastics
Author Bruno Saussereau
Cites: 23
Cited by: 3
Related to: 10
FWCI: 0.293
Citation percentile (by year/subfield): 59.6
Subfield: Finance
Domain: Social Sciences
Open Access status: closed